+115.9%
SLV vs LTH
+174.8%
-58.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -3.0% |
| 7D | -3.9% | -4.6% | +0.8% | -3.5% |
| 30D | -15.6% | +14.8% | -30.5% | -16.5% |
| 3M | -23.6% | +3.9% | -27.5% | -23.8% |
| 6M | -42.6% | +35.5% | -78.1% | -43.9% |
| YTD | -30.0% | +71.3% | -101.3% | -32.8% |
| 1Y | -6.6% | +75.7% | -82.3% | -10.6% |
| 3Y | +121.8% | +231.9% | -110.1% | +103.6% |
| 5Y | +92.7% | +130.5% | -37.8% | +73.8% |
| All | +115.9% | +174.8% | -58.9% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling